SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for June 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Intel Corp. Jr. Sub. Cv. Deb. conv 3.05 +6.00% 20461000 1.52 0.00
Allergan Plc pfd conv ser a 3.03 NEW 29613 1044.14 0.00
IVV iShares S&P; 500 Index 2.51 +78.00% 123534 207.22 205.96
Gilead Sciences conv 1.99 -14.00% 3937000 5.16 0.00
Wells Fargo & Company Non-cum Perpet cnv 1.93 -10.00% 16733 1175.10 0.00
Wellpoint Inc Note cb 1.92 -35.00% 8936000 2.19 0.00
Bank Of America Corporation preferred 1.78 -3.00% 16370 1111.91 0.00
Priceline.com debt 1.000% 3/1 1.59 -2.00% 12202000 1.33 0.00
Lam Research Corp conv 1.50 +33.00% 10763000 1.42 0.00
Wells Fargo & Co mtnf 0.125% 3/1 1.50 +4.00% 13670000 1.12 0.00
Tyson Foods Inc cnv pfd 1.49 +4.00% 291658 52.00 0.00
Frontier Communications Corp pfd conv ser-a 1.43 NEW 146533 99.43 0.00
Novellus Systems, Inc. note 2.625% 5/1 1.37 5882000 2.38 0.00
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 1.31 -4.00% 269889 49.70 0.00
Tesla Motors Inc bond 1.15 +57.00% 11843000 0.99 0.00
Priceline Grp Inc note 0.350% 6/1 1.15 +7.00% 10497000 1.12 0.00
Intel Corp sdcv 1.13 9652000 1.20 0.00
Macquarie Infrastructure conv 1.11 +16.00% 9611000 1.18 0.00
Cheniere Energy Inc note 4.250% 3/1 1.01 -11.00% 13700000 0.75 0.00
Tesla Motors Inc bond 0.98 -31.00% 10250000 0.98 0.00
Mylan Inc note 3.750% 9/1 0.94 -3.00% 1884000 5.08 0.00
Citrix Systems Inc conv 0.93 NEW 8993000 1.06 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.90 +3.00% 5896000 1.55 0.00
Illumina Inc. 0.00% June 15, 2019 ccb 0.90 NEW 7868000 1.17 0.00
Uti Worldwide 0.89 +5.00% 8948000 1.02 0.00
Encore Cap Group Inc note 3.000% 7/0 0.88 8500000 1.06 0.00
Fiat Chrysler Auto 0.85 68163 126.98 0.00
Rpm International Inc convertible cor 0.84 7387000 1.16 0.00
FEX First Trust Large Cap Core Alp Fnd 0.83 NEW 185048 45.83 45.69
BSV Vanguard Short-Term Bond ETF 0.82 +218.00% 104642 80.19 80.04
Illumina Inc conv 0.81 NEW 6706000 1.23 0.00
Old Republic Intl Corp note 0.80 +5.00% 6912000 1.18 0.00
Micron Technology Inc conv 0.78 -26.00% 8893000 0.90 0.00
Navistar Intl Corp conv 0.75 +3.00% 9050000 0.85 0.00
Seacor Holding Inc note 3.000 11/1 0.74 -3.00% 8514000 0.89 0.00
Pennymac Corp conv 0.73 +6.00% 7972000 0.94 0.00
CSJ iShares Barclays 1-3 Year Cred Bd Fd ETF 0.72 +73.00% 69595 105.32 105.16
51job Inc note 3.250% 4/1 0.70 NEW 7000000 1.02 0.00
Nvidia Corp note 1.000 12/0 0.69 -7.00% 6104000 1.15 0.00
Hologic Inc frnt 2.000%12/1 0.68 -8.00% 4127000 1.67 0.00
B2gold Corp conv 0.68 -2.00% 7835000 0.89 0.00
Salesforce.com Inc conv 0.67 +12.00% 5626000 1.22 0.00
Acorda Therap note 1.75% 6/15 0.67 -10.00% 6724000 1.01 0.00
Stillwater Mng Co note 1.750%10/1 0.66 -18.00% 6336000 1.07 0.00
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.66 -19.00% 6861000 0.98 0.00
Blucora Inc note 4.250% 4/0 0.65 +25.00% 6750000 0.99 0.00
Cobalt Intl Energy Inc note 3.125% 5/1 0.63 +94.00% 8742000 0.73 0.00
Anthem Inc conv pfd 0.62 NEW 120145 52.70 0.00
Pra Group Inc conv 0.61 -15.00% 5500000 1.14 0.00
Quidel Corp note 3.250%12/1 0.61 +4.00% 6250000 1.00 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.60 -3.00% 6147000 1.00 0.00
Wells Fargo & Co mtnf 0.125% 2/2 0.60 +90.00% 5790000 1.05 0.00
Health Care Reit Pfd I 6.5% 0.59 -4.00% 101534 59.41 0.00
Keycorp New pfd 7.75% sr a 0.58 -4.00% 45500 130.24 0.00
Verisign Inc sdcv 3.250% 8/1 0.57 NEW 3158000 1.84 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.57 -3.00% 6965000 0.84 0.00
Rwt 4 5/8 04/15/18 0.56 +20.00% 6000000 0.96 0.00
T Mobile Us Inc conv pfd ser a 0.55 -63.00% 82390 68.43 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.54 -23.00% 5000000 1.10 0.00
Cemex Sab De Cv conv bnd 0.53 +15.00% 4625000 1.18 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.53 +10.00% 5616000 0.97 0.00
On Semiconductor Corp note 2.625%12/1 0.52 +2.00% 4302000 1.24 0.00
D First Tr Exchange-traded Fd 0.52 NEW 279110 18.95 0.00
Rait Financial Trust note 4.000%10/0 0.52 -3.00% 6241000 0.85 0.00
Ishares Tr fltg rate nt 0.51 NEW 103490 50.64 0.00
Incyte Corp note 0.375%11/1 0.50 2511000 2.05 0.00
Wabash National Corp 3.375 '18 conv 0.49 -23.00% 4000000 1.26 0.00
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.49 +21.00% 5451000 0.91 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.49 -2.00% 3125000 1.59 0.00
Newpark Res Inc note 4.000%10/0 0.48 +7.00% 4672000 1.05 0.00
Interdigital Inc 2.5% conv 0.48 +63.00% 4436000 1.10 0.00
Dominion Res Inc Va unit 04/01/2013 0.48 -21.00% 92113 53.63 0.00
1,000% Sina 01.12.2018 note 0.47 +25.00% 5000000 0.95 0.00
Jarden Corp note 1.875% 9/1 0.46 2811000 1.67 0.00
Molina Healthcare Inc conv 0.46 3607000 1.31 0.00
Servicesource Intl 0.46 5552000 0.84 0.00
Ttm Technologies Inc conv 0.45 -50.00% 3872000 1.18 0.00
Horsehead Hldg Corp note 3.800% 7/0 0.44 +20.00% 4397000 1.02 0.00
Spectrum Pharmaceuticals Inc conv 0.44 4816000 0.94 0.00
Yahoo Inc note 12/0 0.43 -16.00% 4291000 1.03 0.00
Omnicare 0.43 NEW 3561000 1.24 0.00
Akamai Technologies Inc Sr Cv zero coupon bonds 0.43 -12.00% 4199000 1.04 0.00
Integra Lifesciences Holdings conv bnd 0.42 3493000 1.22 0.00
Servicenow Inc. note 0.42 -8.00% 3624000 1.18 0.00
IWD iShares Russell 1000 Value Index 0.41 NEW 40946 103.16 101.93
Albany Molecular Resh Inc note 2.250%11/1 0.41 -5.00% 3000000 1.40 0.00
Mgic Invt Corp Wis note 5.000% 5/0 0.39 NEW 3454000 1.14 0.00
Forest City Enterprises conv 0.39 3436000 1.17 0.00
Meritage Homes Corp conv 0.39 -25.00% 3750000 1.06 0.00
Forestar Group Inc note 0.39 -4.00% 4497000 0.88 0.00
Starwood Property Trust note 0.39 3780000 1.04 0.00
Psec Us conv 0.39 4000000 1.00 0.00
FPX First Trust IPOX-100 Index Fund 0.38 NEW 70963 54.56 51.59
Liberty Interactive Llc conv 0.38 +2.00% 2422000 1.59 0.00
American Tower Corp New Pfd Co pfd 0.38 38452 102.02 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.37 3782000 1.01 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.37 11500 332.35 0.00
Arcc 4 7/8 03/15/17 0.36 -3.00% 3553000 1.03 0.00
Sunedison Inc note 2.000%10/0 0.36 -38.00% 1734000 2.09 0.00
Live Nation Entertainmen conv 0.36 NEW 3466000 1.07 0.00
Yy Inc note 2.25% 0.36 NEW 4000000 0.93 0.00
Alere Inc note 3.000% 5/1 0.35 +2.00% 2912000 1.24 0.00
Ares Capital Corp 5.75 16 convert 0.35 +2.00% 3532000 1.02 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.35 -13.00% 3231000 1.09 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.35 -55.00% 3500000 1.03 0.00
Medicines Co dbcv 1.375% 6/0 0.34 +2.00% 2957000 1.19 0.00
Spirit Realty Capital Inc convertible cor 0.34 -19.00% 3726000 0.94 0.00
Sandisk Corp conv 0.34 3581000 0.97 0.00
Seacor Holdings Inc note 2.500%12/1 0.33 +2.00% 3256000 1.02 0.00
Icon 2 1/2 06/01/16 0.32 +14.00% 3241000 1.02 0.00
IJH iShares S&P; MidCap 400 Index 0.31 NEW 21045 149.87 147.14
Stanley Black & Decker Inc unit 99/99/9999 0.31 22055 144.23 0.00
IYF iShares Dow Jones US Financial 0.31 NEW 35096 89.75 88.01
Fidelity National Finance conv 0.31 1554000 2.04 0.00
Chesapeake Energy Corp note 2.250%12/1 0.30 -12.00% 3500000 0.87 0.00
Electronic Arts Inc conv 0.30 +2.00% 1473000 2.09 0.00
Amsburg Corp pfd 5.25% 0.30 +2.00% 22480 136.43 0.00
Ryland Group note 0.29 +2.00% 1931000 1.52 0.00
Nextera Energy Inc unit 0.29 -41.00% 47506 61.68 0.00
Bgc Partners, Inc. note 4.500% 7/1 0.29 +7.00% 2788000 1.05 0.00
Cobalt Intl Energy Inc note 0.29 NEW 4000000 0.74 0.00
Mgic Investment Corp note 0.29 -8.00% 1772000 1.68 0.00
Medidata Solutions Inc conv 0.29 NEW 2484000 1.18 0.00
Airtran Hldgs Inc note 5.250%11/0 0.28 1169000 2.42 0.00
Yandex N V debt 1.125%12/1 0.27 -7.00% 3250000 0.86 0.00
Huntington Bancshares Inc pfd conv ser a 0.26 +3.00% 1982 1331.99 0.00
Teva Pharm Finance Llc Cvt cv bnd 0.26 -6.00% 1893000 1.40 0.00
United Technol conv prf 0.26 -18.00% 45489 57.97 0.00
J2 Global Inc note 3.250% 6/1 0.26 +2.00% 2304000 1.16 0.00
Verint Sys Inc note 1.5% 6/1 0.26 2390000 1.13 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.25 1316000 1.91 0.00
Nuvasive Inc. conv 0.25 2013000 1.27 0.00
Callaway Golf 0.25 2099000 1.20 0.00
Canadian Solar Inc note 4.250% 2/1 0.25 +4.00% 2600000 0.98 0.00
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.25 NEW 2612000 0.98 0.00
Broadsoft Inc. 1.5% 07/01/2018 conv 0.24 +2.00% 2337000 1.06 0.00
Starwood Ppty note 4.0% 1/15/ 0.24 +6.00% 2331000 1.06 0.00
Exelon Corp 6.5% 01-jun-2017 convprf 0.24 53375 45.88 0.00
Herbalife Ltd conv 0.24 NEW 2782000 0.88 0.00
Ascent Cap Group Inc note 4.000% 7/1 0.23 -3.00% 2857000 0.82 0.00
1,375% Liberty Media 15.10.2023 note 0.23 +2.00% 2457000 0.95 0.00
Resource Capital Corporation note 8.000 1/1 added 0.23 -2.00% 2421000 0.95 0.00
Fluidigm Corporation convertible cor 0.22 NEW 2500000 0.88 0.00
Crown Castle Intl Corp New cnv pfd stk sr a 0.22 +2.00% 21951 102.82 0.00
AAPL Apple 0.21 -5.00% 17218 125.28 123.28
Sandisk Corp note 1.500% 8/1 0.21 1646000 1.29 0.00
Teleflex Inc note 3.875% 8/0 0.21 965000 2.20 0.00
Illumina Inc Note 0.250% cb 0.21 -35.00% 830000 2.61 0.00
Wesco Intl Inc dbcv 6.000% 9/1 0.20 +140.00% 842000 2.42 0.00
Jds Uniphase Corp conv 0.20 2032000 0.98 0.00
Sunpower Corp conv 0.20 NEW 2146000 0.96 0.00
Radian Group Inc note 0.19 NEW 1093000 1.77 0.00
Envestnet Inc note 1.750%12/1 0.19 -43.00% 1977000 0.97 0.00
Al Us conv 0.18 +4.00% 1387000 1.33 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.17 +2.00% 812000 2.18 0.00
Weyerhaeuser C conv prf 0.17 -64.00% 32255 52.36 0.00
Janus Capital conv 0.15 968000 1.61 0.00
Danaher Corp Del debt 0.14 -25.00% 579000 2.48 0.00
XLU Utilities SPDR 0.14 33937 41.43 43.18
Regeneron Pharmaceuticals, In conv 0.14 NEW 231000 6.04 0.00
Alcoa Inc cnv pfd 0.14 -41.00% 36730 40.21 0.00
JPM JPMorgan Chase & Co. 0.13 -9.00% 20197 67.78 60.16
Lam Research Corp note 0.500% 5/1 0.13 +82.00% 1023000 1.33 0.00
AGG iShares Lehman Aggregate Bond 0.12 +38.00% 11208 108.85 110.29
Hologic Inc cnv 0.12 +6.00% 911000 1.32 0.00
Meritor Inc conv 0.12 -85.00% 783000 1.57 0.00
Vipshop Holdings Ltd - Ads bond 0.12 -67.00% 1000000 1.27 0.00
Iconix Brand Group, Inc. conv 0.12 +4.00% 1203000 1.02 0.00
MSFT Microsoft Corporation 0.11 -7.00% 24824 44.11 42.00
GOOG Google 0.11 -10.00% 2031 540.62 554.33
Laboratory Corp Amer Hldgs debt 0.11 667000 1.62 0.00
Citi 0.11 +9.00% 20187 55.13 0.00
SPY SPDR S&P; 500 ETF 0.10 -97.00% 5185 205.79 205.25
IYR iShares Dow Jones US Real Estate 0.10 14471 71.18 76.66
XOM Exxon Mobil Corporation 0.09 -4.00% 10791 82.94 84.57
KMB Kimberly-Clark Corporation 0.09 8685 105.93 103.80
BAC Bank of America Corporation 0.08 -10.00% 45263 17.10 15.95
JNJ Johnson & Johnson 0.08 -9.00% 8726 97.52 98.55
PFE Pfizer 0.08 -8.00% 24451 33.54 33.78
XRT SPDR S&P; Retail 0.08 -30.00% 8584 98.56 97.65
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.08 NEW 790000 1.01 0.00
GE General Electric Company 0.07 -11.00% 26247 26.59 25.35
WFC Wells Fargo & Company 0.07 -8.00% 13384 56.26 53.90
PFF iShares S&P; US Pref Stock Idx Fnd 0.07 -87.00% 17494 39.10 39.78
Biomarin Pharmaceutical Inc note 0.750%10/1 0.07 433000 1.55 0.00
L Loews Corporation 0.06 16540 38.51 39.42
T AT&T; 0.06 16549 35.59 32.70
Ramco-gershenson Pptys Tr perp pfd-d cv 0.06 10000 59.60 0.00
KO Coca-Cola Company 0.05 13105 39.30 40.22
HD Home Depot 0.05 4597 111.59 113.11
DIS Walt Disney Company 0.05 4404 114.44 103.60
CVX Chevron Corporation 0.05 5505 96.46 102.86
PG Procter & Gamble Company 0.05 6702 77.89 81.31
UNH UnitedHealth 0.05 4303 121.54 113.33
ORCL Oracle Corporation 0.05 -5.00% 11594 40.28 41.62
CELG Celgene Corporation 0.05 +17.00% 4618 115.85 118.26
MDY SPDR S&P; MidCap 400 ETF 0.05 -82.00% 1845 273.17 268.26
Health Care Reit Inc note 3.000%12/0 0.05 -68.00% 394000 1.29 0.00
Brookdale Senior Living note 0.05 379000 1.30 0.00
Facebook Inc cl a 0.05 -6.00% 5695 85.69 0.00
Standard Pacific Corp cnv 0.05 +2.00% 388000 1.22 0.00
Cien 4 12/15/20 0.05 -92.00% 351000 1.40 0.00
BRK.B Berkshire Hathaway 0.04 -9.00% 3082 135.95 0.00
FDX FedEx Corporation 0.04 2302 171.59 170.82
CSCO Cisco Systems 0.04 14418 27.54 28.51
INTC Intel Corporation 0.04 -6.00% 12072 30.48 32.76
VZ Verizon Communications 0.04 8664 46.75 48.01
MCK McKesson Corporation 0.04 -13.00% 1964 225.05 221.98
MO Altria 0.04 7468 49.14 52.47
AMGN Amgen 0.04 -14.00% 2584 153.25 153.92
MRK Merck & Co 0.04 6976 57.20 56.20
PEP Pepsi 0.04 4461 93.48 93.96
GILD Gilead Sciences 0.04 -7.00% 3875 117.16 99.53
AMZN Amazon 0.04 925 432.43 372.62
IWM iShares Russell 2000 Index 0.04 NEW 3220 124.53 119.90
MET MetLife 0.04 -16.00% 7280 56.18 50.75
Micron Technology Inc note 1.625% 2/1 0.04 -82.00% 201000 1.78 0.00
Sunpower Corp dbcv 0.750% 6/0 0.04 +3.00% 327000 1.28 0.00
Allergan 0.04 NEW 1482 303.64 0.00
CMCSA Comcast Corporation 0.03 -46.00% 4828 60.27 58.60
MA MasterCard Incorporated 0.03 -45.00% 3445 93.18 87.52
Suntrust Banks Inc $1.00 Par Cmn 0.03 -13.00% 8218 42.83 0.00
WMT Wal-Mart Stores 0.03 -10.00% 4271 71.41 81.06
ABT Abbott Laboratories 0.03 6893 49.04 46.40
UNP Union Pacific Corporation 0.03 -9.00% 3598 95.05 114.86
IP International Paper Company 0.03 -12.00% 7433 47.63 54.31
CVS CVS Caremark Corporation 0.03 3015 105.14 101.90
APC Anadarko Petroleum Corporation 0.03 -17.00% 3820 77.75 79.89
COF Capital One Financial 0.03 -10.00% 3529 88.41 77.96
HPQ Hewlett-Packard Company 0.03 -11.00% 9341 30.08 32.62
OXY Occidental Petroleum Corporation 0.03 -12.00% 4074 77.07 74.23
SLB Schlumberger 0.03 -9.00% 3927 86.33 81.67
BIIB Biogen Idec 0.03 783 403.58 415.20
EMC EMC Corporation 0.03 12505 26.23 26.24
EOG EOG Resources 0.03 -13.00% 3584 87.61 86.44
GD General Dynamics Corporation 0.03 NEW 2150 141.40 133.60
LOW Lowe's Companies 0.03 +63.00% 5262 66.70 73.15
V Visa 0.03 5006 67.12 266.74
DAL Delta Air Lines 0.03 -17.00% 6793 41.07 44.19
Alza Corp sdcv 7/2 0.03 250000 1.34 0.00
Invesco Ltd shs 0.03 -22.00% 8092 37.20 0.00
EPI WisdomTree India Earnings Fund 0.03 NEW 13154 21.67 23.12
GM General Motors Company 0.03 9026 33.02 37.89
ALR-B Alere 0.03 -86.00% 1000 347.00 0.00
Ares Capital Corp 5.125 2016 conv 0.03 346000 1.03 0.00
Abbvie 0.03 -52.00% 4084 67.09 0.00
Twenty-first Century Fox 0.03 -15.00% 10306 32.51 0.00
American Airls 0.03 +19.00% 8222 39.89 0.00
Depomed Inc conv 0.03 -95.00% 258000 1.28 0.00
Medtronic 0.03 NEW 4178 73.96 0.00
Proofpoint Inc note 1.250%12/1 0.03 -93.00% 200000 1.70 0.00
Echo Global Logistics Inc note 2.500% 5/0 0.03 NEW 250000 1.08 0.00
TWX Time Warner 0.02 2824 87.46 83.25
MMM 3M Company 0.02 1619 154.42 162.72
BA Boeing Company 0.02 -22.00% 1592 139.45 152.38
EMN Eastman Chemical Company 0.02 -18.00% 2524 82.81 71.40
RTN Raytheon Company 0.02 2536 95.43 106.21
KR Kroger 0.02 NEW 3371 72.09 74.09
TMO Thermo Fisher Scientific 0.02 -20.00% 1856 128.77 127.98
COP ConocoPhillips 0.02 NEW 4018 61.47 61.42
NKE NIKE 0.02 NEW 1956 107.87 96.37
UTX United Technologies Corporation 0.02 2260 110.62 118.52
XRX Xerox Corporation 0.02 14465 10.78 12.92
TJX TJX Companies 0.02 NEW 3647 66.36 67.66
DHI D.R. Horton 0.02 -21.00% 7953 27.41 25.87
YHOO Yahoo! 0.02 +43.00% 6464 39.45 42.61
ONNN ON Semiconductor 0.02 15810 11.76 12.68
CRM salesforce 0.02 -17.00% 3315 69.08 64.26
KEY Key 0.02 15460 15.14 14.07
EZU iShares MSCI EMU Index 0.02 NEW 6079 37.51 37.39
AIG American International 0.02 -53.00% 3382 62.09 54.59
XHB SPDR S&P; Homebuilders 0.02 6640 36.45 35.32
SWFT Swift Transportation Company 0.02 +24.00% 10331 22.65 27.91
Marathon Petroleum 0.02 +99.00% 4540 52.42 0.00
Express Scripts Holding 0.02 NEW 2266 89.14 0.00
Mondelez Int 0.02 NEW 5420 41.14 0.00
Epr Properties Pfd C 5.75% 0.02 -57.00% 10500 22.38 0.00
Prospect Capital Corporati mtnf 5.375% 0.02 170000 1.01 0.00
Wright Medical Group Inc note 2 000 8/1 0.02 175000 1.18 0.00
Intercontinentalexchange 0.02 -21.00% 1137 223.39 0.00
Dbx Trackers db xtr msci eur 0.02 -85.00% 8808 26.68 0.00
Google Inc Class C 0.02 -35.00% 437 524.03 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.02 -56.00% 88000 2.58 0.00
Healthways Inc note 1.500% 7/0 0.02 +13.00% 250000 0.93 0.00
Incyte Corp. note 1.250 11/1 0.02 -44.00% 84000 2.07 0.00
Webmd Health Corp 1.5% cnvrtbnd 0.02 -95.00% 186000 1.08 0.00
Toll Bros Finance Corp. convertible bond 0.01 NEW 120000 1.04 0.00
Pacira Pharmaceuticals conv 0.01 -95.00% 19000 2.89 0.00
Ares Capital Corp conv 0.01 100000 1.02 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.00 50000 1.02 0.00
Uthr 1 09/15/16 0.00 -97.00% 13000 3.62 0.00
Spansion Llc conv 0.00 -20.00% 19000 2.05 0.00